From theory to practice. Part 2 - page 115

 
Wizard2018:

I don't really need an answer.

Well, then let's just say I didn't give you an answer.

 
Renat Akhtyamov:

I would probably agree with AK that thinning makes sense after all

I will provide the following screenshot as an example.

You can see with the naked eye how EAs are forced to make a wrong move:

I won't say what it is calculated, the main thing is the meaning. Although, in principle, it is from this data that the price is obtained ;)

It is a long and tedious wobbling of some price parameter in a wrong direction and gaping at what the market needs ;)

And only on М1 I got the calculation result that practically equals real and demo.

If the TF is higher - there's a fiasco.

Rena, put a wristwatch with period 1 in the indicator window, it is more convenient to compare curves in one window.
Just a hint ))

 
Roman:

Rena, put a waveform with period 1 in the indicator window, it's more convenient to compare curves in the same window.
Just a hint ))

There is only one more thing left to throw in
 
Aleksey Nikolayev:

But it won't be a sinusoid anymore) And the violation of (c) will continue - the histogram will be different in different end segments if they don't coincide with the period. If you shuffle only inside periods, you will get just some generalized white noise)

PS. No, you can't get noise like that. And to understand what you get, you need a clear formalization of the mixing algorithm

My point is that point (b) seems unnecessary. As its elimination does not change the result.
 
Renat Akhtyamov:
The ISC is just there to throw in
What does ISC have to do with it ))
with your eyes so you don't have to run from the top window to the bottom,
it's easier to compare curves when they're in the same window, that's what we're talking about.
And you're bringing ISC into it )))
 
Доктор:

Quite right. And this estimate has its own variance, which is inversely proportional to sample length. As the sample length increases, the ME tends to the ME of the general population, i.e. in our case to zero.

There are a lot of different WBC variants out there. Apparently there are variants which work without dispersion as well. There is nothing without variance in DST.

 
Roman:
What does ISC have to do with it ))
with your eyes so you don't have to run, from the top window to the bottom window,
it's easier to compare curves when they're in the same window, that's what I'm talking about.
And you're bringing ISC into it )))

I don't want to compare

;)

 
Renat Akhtyamov:

I don't want to compare

;)

Ahh, that's different then ))

 
Roman:
Well yes, tell me we need to move to FPGA with collocation in exchange ))
Have you counted the costs of such goodies? Cost of equipment, cost of direct feeds, cost of collocationetc.
Not to mention the cost of an FPGA specialist if you don't know anything about the technology yourself.
It's very expensive to maintain such a structure.
Of course, they are covered by the market, but the initial threshold of skills and technical support is very high.
Therefore, ordinary ordinary ordinary people, more or less understand where the fish is, use old tried and tested approaches.
Let it not huge profits, but it is there and stable. The point is not how you caught the fish, but that you caught it.
As far as satellite data is concerned, I studied this issue once. So the speed of this data is lower than Fibre optics.
Therefore satellite data is not suitable for HFT. For this reason, faster those on a short leg, or in the dark fiber.
On the alternative data, also thought about this subject, but did not look for an approach implementation, it is necessary to understand what we are looking for and from what.
This is a difficult task of data analysis, which again requires skilfulness and not small. How many people have them? I doubt it.
Although there is an article on hubra as an example, on alternative data, to understand the process.

the horses and the people are all mixed up...

 
secret:
My point is that (b) seems unnecessary.

This is not entirely true. There are symmetric dependencies that do not change when you rearrange the arguments. In addition, there may be all sorts of dependencies such as "a unit occurs exactly once in a sample" - this is not common in independent samples.

Reason: